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In this manuscript, we analyze the sparse signal recovery (compressive sensing) problem from the perspective of convex optimization by stochastic proximal gradient descent. This view allows us to significantly simplify the recovery analysis…

Data Structures and Algorithms · Computer Science 2013-04-19 Rong Jin , Tianbao Yang , Shenghuo Zhu

This paper considers the low-observability state estimation problem in power distribution networks and develops a decentralized state estimation algorithm leveraging the matrix completion methodology. Matrix completion has been shown to be…

Optimization and Control · Mathematics 2019-10-14 April Sagan , Yajing Liu , Andrey Bernstein

State-dependent parameter identification, where unknown model parameters depend on one or more state variables in partial differential equations (PDEs) or coupled PDE systems, is fundamental to a wide range of problems in physics,…

Optimization and Control · Mathematics 2026-01-19 Vladislav Bukshtynov

Studies on generalization performance of machine learning algorithms under the scope of information theory suggest that compressed representations can guarantee good generalization, inspiring many compression-based regularization methods.…

Machine Learning · Computer Science 2019-10-16 Antoine Saporta , Yifu Chen , Michael Blot , Matthieu Cord

High-dimensional matrix regression has been studied in various aspects, such as statistical properties, computational efficiency and application to specific instances including multivariate regression, system identification and matrix…

Statistics Theory · Mathematics 2024-03-06 Xin Li , Dongya Wu

This paper investigates recovery of an undamped spectrally sparse signal and its spectral components from a set of regularly spaced samples within the framework of spectral compressed sensing and super-resolution. We show that the existing…

Information Theory · Computer Science 2021-01-19 Zai Yang , Xunmeng Wu

In this thesis, we propose new theoretical frameworks for the analysis of stochastic and distributed methods with error compensation and local updates. Using these frameworks, we develop more than 20 new optimization methods, including the…

Optimization and Control · Mathematics 2021-12-21 Eduard Gorbunov

Hybrid AC/DC distribution systems are becoming a popular means to accommodate the increasing penetration of distributed energy resources and flexible loads. This paper proposes a distributed and robust state estimation (DRSE) method for…

Systems and Control · Electrical Eng. & Systems 2020-11-24 Manyun Huang , Junbo Zhao , Zhinong Wei , Marco Pau , Guoqiang Sun

This paper presents algorithms that upper-bound the peak value of a state function along trajectories of a continuous-time system with rational dynamics. The finite-dimensional but nonconvex peak estimation problem is cast as a convex…

Optimization and Control · Mathematics 2024-03-26 Jared Miller , Roy S. Smith

The exploration of complex physical or technological processes usually requires exploiting available information from different sources: (i) physical laws often represented as a family of parameter dependent partial differential equations…

Numerical Analysis · Mathematics 2020-02-04 Albert Cohen , Wolfgang Dahmen , Ron DeVore

Models incorporating uncertain inputs, such as random forces or material parameters, have been of increasing interest in PDE-constrained optimization. In this paper, we focus on the efficient numerical minimization of a convex and smooth…

Optimization and Control · Mathematics 2021-06-18 Caroline Geiersbach , Winnifried Wollner

The goal of the state estimation (SE) algorithm is to estimate complex bus voltages as state variables based on the available set of measurements in the power system. Because phasor measurement units (PMUs) are increasingly being used in…

Machine Learning · Computer Science 2023-02-02 Ognjen Kundacina , Mirsad Cosovic , Dejan Vukobratovic

We consider the problem of reconstructing the dynamic state matrix of transmission power grids from time-stamped PMU measurements in the regime of ambient fluctuations. Using a maximum likelihood based approach, we construct a family of…

Systems and Control · Computer Science 2017-10-31 Andrey Y. Lokhov , Marc Vuffray , Dmitry Shemetov , Deepjyoti Deka , Michael Chertkov

Recovering a low-rank tensor from incomplete information is a recurring problem in signal processing and machine learning. The most popular convex relaxation of this problem minimizes the sum of the nuclear norms of the unfoldings of the…

Machine Learning · Statistics 2013-08-16 Cun Mu , Bo Huang , John Wright , Donald Goldfarb

Power system state estimation (SE) is foundational for grid monitoring, yet conventional centralized solvers face increasing computational pressure as the system scale and real-time requirements grow. This paper presents a GPU-native…

Systems and Control · Electrical Eng. & Systems 2026-04-28 Yifei Xu , Yuzhang Lin

We propose a new stochastic first-order algorithmic framework to solve stochastic composite nonconvex optimization problems that covers both finite-sum and expectation settings. Our algorithms rely on the SARAH estimator introduced in…

Optimization and Control · Mathematics 2019-04-01 Nhan H. Pham , Lam M. Nguyen , Dzung T. Phan , Quoc Tran-Dinh

Compressed sensing (CS) shows that a signal having a sparse or compressible representation can be recovered from a small set of linear measurements. In classical CS theory, the sampling matrix and representation matrix are assumed to be…

Information Theory · Computer Science 2015-07-03 Yipeng Liu

Sparse regression models are increasingly prevalent due to their ease of interpretability and superior out-of-sample performance. However, the exact model of sparse regression with an $\ell_0$ constraint restricting the support of the…

Machine Learning · Statistics 2020-10-20 Alper Atamturk , Andres Gomez

The ever-increasing deployment of distributed resources and the opportunities offered to loads for more active roles has changed the previously unidirectional and relatively straight-forward operating profile of distribution systems (DS).…

Systems and Control · Electrical Eng. & Systems 2020-12-07 Panayiotis Moutis , Omid Alizadeh-Mousavi

The objective of this paper is to report some computational results for the theory of DAE stability boundary, with the aim of advancing applications in power system voltage stability studies. Firstly, a new regularization transformation for…

Systems and Control · Electrical Eng. & Systems 2025-08-06 Zhenyao Li , Yifan Yao , Deqiang Gan